Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47623.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46225.26 Kr¶

PnL: ---------------------------------------> -663.31 Kr¶

DD now: ---------------------------------> -2.07 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 13:26:59.892674'

Anic Portfolio¶

Today¶

Return: 0.202 %¶

This Week¶

Return: 0.202 %¶

Total¶

Return: 55.906 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 1.750000 3195.000000 268.000000 9.160000 2927.000000
HMS Networks 2 0.210000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 0.680000 3538.580000 84.580000 2.450000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 0.210000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.120000 3416.000000 39.000000 1.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
AcadeMedia 12 1.120000 585.840000 28.840000 5.180000 557.000004
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
Swedbank A 3 0.380000 591.600000 27.600000 4.890000 564.000000
OEM International B 7 0.640000 550.900000 22.900000 4.340000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.550000 578.550000 16.550000 2.940000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Intrum 4 -1.090000 542.000000 15.000000 2.850000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.900000 576.840000 6.840000 1.200000 570.000000
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.480000 579.970000 2.970000 0.510000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.620000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
CTEK 13 -0.610000 506.480000 -27.520000 -5.150000 533.999999
Essity B 2 1.700000 543.500000 -30.500000 -5.310000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -1.920000 563.000000 -31.570000 -5.310000 594.565215
Vivesto 1368 2.020000 565.260000 -47.740000 -7.790000 612.999432
Essity A 4 1.490000 1090.000000 -59.000000 -5.130000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.550000 2880.800000 -90.200000 -3.040000 2971.000006
OX2 18 1.180000 1462.500000 -201.500000 -12.110000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46225.260000 -663.310000 -2.06994% 46888.564618

Updated:¶

'2023-01-30 13:27:12.954477'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶